Lady. Killer.

Chloë Sevigny is the best-dressed person in the room. Granted, it’s 2:30 in the afternoon on a mild Thursday and the dark, wood-paneled lobby of the Bowery Hotel is empty, save for a man at his laptop and two tourists yapping near the front desk. Still, were the room teeming with downtown P.Y.T.s, as it likely will be later this evening, Sevigny’s striped, cap-sleeve T-shirt tucked into faded, high-waisted denim shorts and white wedged sneakers would turn heads. It’s surprising, then, that she feels off her game.

“I’m a bit molasses,” the actress admits while settling into a sagging, tapestried sofa. She thinks she caught something during a recent flight from Europe, where she was shooting the fall campaign for Miu Miu, because, well, that’s what you do when you’re Chloë Sevigny. “How in-depth is this interview supposed to be?” she asks, narrowing her saucer-like eyes, and when she hears that it is, in fact, supposed to be quite thorough, they widen with alarm. “Oh fuuuuck,” she sighs, before placing her BlackBerry facedown on the table, as if to gird herself for a proper interrogation.

Not that Sevigny is a stranger to being interviewed, talked about, or carefully monitored. She’s been in the public eye for nearly 20 years, having carved out a singular niche for herself with a mix of daring film roles, a distinctive sense of style, and the ability to stay commercially visible without losing underground credibility. At 37 years old, she’s still the downtown ingénue ne plus ultra, but today she’s here, despite a wheezing cough, to talk about becoming transgender.

When news broke last summer that Sevigny would be taking on a role as a pre-operative transsexual hit man in the British series Hit & Miss, the Internet crackled with snark, chalking the project up as yet another eccentric outing.

“Who doesn’t love a challenge?” she says of the show, which premiered on the U.K. channel Sky Atlantic in May. “My manager called me and said, ‘I got some scripts today, and they’re fucking crazy. I’ve never read anything like them, and I kinda think you’re going to be into it,’ ” she says with a laugh. “A little way into reading the first script, I knew I was in.”

Sevigny stars as Mia, a hired assassin who discovers she’s a father. And because the child’s mother, with whom she was involved before she transitioned, has died, Mia is now legal guardian of a son she’s never met.

The role required Sevigny to take part in firearms training, accent coaching, kickboxing lessons, and a six-month sabbatical in Manchester, England, far from her usual East Village environs. But those weren’t the things that troubled her.

“I was worried people would be angry that they didn’t cast a real person who was transitioning,” she says. “I asked why they didn’t, and the producers said they didn’t find the right person. It’s a big responsibility toward that community, and I wanted to do them right.” The show’s writer, Sean Conway, was more categorical. “I don’t think anyone else could have played the part,” he says. “She’s hypnotizing and perfectly balances the tender with the brutal. I could watch her forever.”

Sevigny’s unaffected demeanor has earned her a reputation as a wild card with the media, but there’s a tinge of self-consciousness as she discusses the particulars of this character. Last year, she came under fire for describing Mia as a “tranny” in an interview with BlackBook magazine.

“I didn’t know you weren’t supposed to use that word,” she says. “There are all these tenses, too. Look, it’s a complex process to go through, and it’s a complex thing to talk about. I’m still not even sure if I’m doing it right, and I really don’t want to offend anyone.”

Sevigny knows she can be a veritable quote machine -- a bit too candid, a bit too real for mainstream Hollywood -- and shrinks before archly whimpering, “I’m just so sensitive these days. I’ve gotten in so much trouble. I’ve gotten emails from the GLAAD people.” (Well, really, who hasn’t?)

Sevigny’s imprint on pop culture is difficult to summarize, and it’s sometimes hard to distinguish where the It-girl mythology ends and the reality begins. Raised in the suburban town of Darien, Conn., she was drawn, like countless others, to Manhattan in her high-school years and settled in at the center of various early-’90s subcultures. Her discovery by fashion editors as a ragamuffin diamond in the rough while loitering with skateboarders in Washington Square Park was detailed in Jay McInerney’s 1994 profile in The New Yorker, when she was just 19. She agreed to do it in exchange for a Helmut Lang dress.

The article describes Sevigny’s move from youthful doyenne to actress as she took on her first film role, in 1995’s Kids, directed by Larry Clark. Despite its meager budget, the graphic portrayal of adolescent drug use and sexual activity struck a nerve. The film went on to become a modest commercial success and has gained a healthy cult following. But it was a supporting role in 1999’s Boys Don’t Cry, based on the true-life murder of Brandon Teena, a transgender man, which served as her breakout role and earned her an Oscar nomination.

“I was intrigued by this girl in Nebraska who would masquerade as a boy and the tragedy of how his life ended,” says Sevigny, who played Teena’s love interest. “I wanted to be a part of that.”

Despite the Oscar nod, Sevigny avoided the expected Hollywood trajectory, working mostly on a string of art-house flicks helmed by outré directors like Lars von Trier and Jim Jarmusch, though not entirely by choice.

“Hollywood does not know what to do with me,” she says. “They do not like me. That’s why I end up in these seemingly difficult movies. That’s what is offered to me, and I need to make a living.” Indeed, Sevigny’s outsider status possesses a dark edge that excuses her from the Zooey Deschanel School of Quirk.

Hit & Miss, although decidedly niche, is likely to earn plenty of attention when it debuts July 11 on DirecTV. In an opening scene, Sevigny is shown nude, prosthetic penis and all.

“Being around the men on set, being naked, and having that on, I just felt insecure and uncomfortable. Plus the process to put it on was very involved. I had to shave myself, it’s glued on, painted, like any prosthetic. It’s not fun to have someone right up in your private parts,” she deadpans before letting out her hooting laugh, a signature Chloë-ism.

“I think the root of why I was so upset with having it on was that I wasn’t fully trusting of the producers and directors,” she admits. “Now I can rest assured, because I’ve seen it, and it’s not gratuitous. It shouldn’t be a show about a fucking penis.’”

As it turns out, Hit & Miss is about much more, as its true focus rests on Mia’s attempt to connect with her estranged son and build a family. “Of course people will go into it and have some preconceived notions,” she concedes, “but I think people will be really surprised at how melodic and lyrical it is.”

Sevigny’s body of work possesses an undercurrent of queer themes -- from Boys Don’t Cry to her role as Michelle Williams’s lover, Amy, in the 2000 HBO film If These Walls Could Talk 2 to sapphic cameos on Will & Grace and in the film Broken Flowers, playing the lovers of Edie Falco and Jessica Lange, respectively -- but these credits alone don’t fully explain why she’s been so widely embraced by the gay community.

“She radiates charisma and savviness without being pretentious or self-conscious,” says longtime Village Voice gossip columnist Michael Musto. “When I interviewed her after the Oscars, I was amazed by her honesty. She doesn’t care about going against the grain of what a celebrity is supposed to be.”

Asked if she sees herself as a gay icon, Sevigny rolls her eyes. “What does being a gay icon even mean?” she challenges, exemplifying the unique combination of guts and guilelessness that have made her so captivating. At the same time, her rebellious spirit has not always been seen as a virtue, like during the furor she incited nearly a decade ago.

“People expect me to say I regret Brown Bunny, but I won’t,” she says, referring to the 2003 film that climaxed with her giving a blowjob to Vincent Gallo, the film’s star and director. It left many industry insiders predicting the end of her acting career -- certainly not a move from the nice-girl handbook.

“Right after the movie came out, I asked her about it at some event, and she literally ran away from me -- literally,” Musto recalls. “I thought it was so cute, that she was so vulnerable.”

Her career didn’t end. In fact, Sevigny rallied, landing her most recognizable role, as the scheming second wife of a Mormon polygamist in HBO’s hit series Big Love, which earned her a Golden Globe Award in 2010.

Some cynics interpret her infallible mystique as artifice -- no one could be that effortlessly cool for this long, could they? -- as evidenced by Drew Droege’s popular YouTube videos, where he lampoons Sevigny by spouting off a series of esoteric references.

“At first I thought, Oh, they’re funny. They’re not even really me, they’re these weird art pieces,” she says. “But I’ve turned a little. I’m slightly offended because he’s calling me pretentious, and I’m not.” She asked a friend what it meant that a search of her name on YouTube yields pages of Droege’s impersonations. To Sevigny’s relief, she assured her, “It means you’ve done everything right.”

These days, Sevigny seems ambivalent with being on the scene, despite her perennial front-row seat during Fashion Week and appearances at events ranging from Vogue’s swank Met Ball to crowded art openings in Chinatown. She says she prefers to stay at home and invite friends over, avoiding the bar scene. “I’m 37. What am I going to do there? Meet a husband? Not gonna happen -- they’re all 25.”

However, Sevigny’s connections to the fashion industry run deep, serving as muse to friends Jack McCollough and Lazaro Hernandez, designers behind the sought-after label Proenza Schouler, and an ongoing collaboration with downtown retailer Opening Ceremony.

“She’s true to herself and approaches everything she does with passion and energy,” says Humberto Leon, co-owner of the store. “To say she’s hands-on would be an understatement. She sketches; she’s there for fittings. I don’t think many people know that she can actually sew,” he says, assuring she’s not just lending her name and collecting a check.

Sevigny denies that she’s the clotheshorse she’s made out to be, but does, in fact, know her place in the fashion food chain. For the British premiere of Hit & Miss she requested about 20 dresses for consideration, but only received two. “Aren’t I one of the top searches on Style.com, for crying out loud?” she says with mock disgust. “How hard is it to get a fucking dress from Valentino?” When it’s noted that that quote will definitely make it to print, she clasps her hands together and lets out a raspy laugh.

Despite certain lofty expectations and challenges that her “road-less-traveled” approach has forged, the actress has kept her sense of humor intact—even Chloë Sevigny can appreciate the ridiculousness of being Chloë Sevigny at times. Mention that fans have come to expect the unexpected from her and she groans.

“I know. So boring,” she says, finishing her mint tea. “But, it’s been a long time, and I’m still here, dammit,” she continues, before adding a theatrical afterthought: “Thank God.”